I have been a bonehead and wanted my mistake to at least help others so I feel better about the sacrifice.
I have had an onieda cyclone for the last 7 years. It is a "dust gorilla" and has the clip on cap at the base of the filter like I think most cyclones do. I clean it every month or two...by taking the filter off the machine (somewhat annoying to do in an 8' shop) and blowing it out with compressed air in the driveway. It has always been a big mess and is the reason I didn't clean the filter more than I probably should have. (Read this whole post before faulting the machine here)
I was on the phone with oneida tech support a few weeks ago and, while discussing an unrelated question I had, the woman helping me mentioned the cleaning procedure for the filter. Something to the effect of "then you blow the filter out with compressed air, wait 10-15 minutes for everything to settle and remove the cap to empty the dust".
I had an awkward pause for about 10 seconds while I realized that I had been doing it the dumb way for 7 years: You are supposed to blow air into the filter while it is still on the machine and the dust from the filter interior settles down into the collector cap at the base for you to remove and dump into the trash can after it has settled. Doing this, the dust is contained/filtered at all times and never makes a mess. Not to mention you don't have to remove the filter from the machine.
I feel dumb enough about this to where I debated not posting it, but the thought of some other poor guy doing the same thing as me for lack of info got the better of me.
Sad thing is, I think I remember reading this in the instructions when I got it 7 years ago, but it was so long between that and the first cleaning that I think I had forgotten it and just did what seemed to make sense at the time.
Needless to say, I clean the filter a lot more regularly now.